Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 49,635 | 49,635 | 78,115 CHF | 78,612 CHF | 100.00% | 100.00% |
12/07/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 49,940 | 49,940 | 77,298 CHF | 77,798 CHF | 100.00% | 100.00% |
11/07/2024 | 0.63% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 49,902 | 49,902 | 78,559 CHF | 79,058 CHF | 99.93% | 99.93% |
10/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 49,926 | 49,926 | 77,357 CHF | 77,857 CHF | 100.00% | 100.00% |
09/07/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 49,807 | 49,807 | 76,482 CHF | 76,981 CHF | 99.99% | 99.99% |
08/07/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 49,902 | 49,902 | 81,786 CHF | 82,286 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 49,756 | 49,756 | 79,164 CHF | 79,664 CHF | 99.99% | 99.99% |
04/07/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 49,993 | 49,993 | 78,014 CHF | 78,514 CHF | 100.00% | 100.00% |
03/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 89,163 CHF | 89,763 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 82,577 CHF | 83,177 CHF | 100.00% | 100.00% |